Are you asking how to make it look like glass in max so as not to be confuse about whats what; or are you asking how to make a glass shader?
If its about max, then go into materials, make two materials, one should be for your clay color, the other the glass. Go into the glass material's menu. Make the diffuse a lightish blue, go over to opacity and set it to 20 or so, then check the double sided box. That will look like glass, and it should help with modeling; I'm sure someone else will tell you how to get glass in-game.
E: model it facing either way, its double sided.
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